THE MAXIMUM DEVIATION OF SAMPLE SPECTRAL DENSITIES.

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Abstract:

The maximum deviation of the sample spectral density from the true one is shown to be relatively stable for a wide class of linear processes. The general case is reduced to the case of pure white noise. Author

Author(s):
Woodroofe, Michael B. ; Van Ness, John W.
Author Organization(s):
STANFORD UNIV CALIF DEPT OF STATISTICS
Descriptive Note:
Technical rept.,
Pagination:
0030

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-16, AROD-2025:17
Contract/Grant Number(s):
Nonr-225(52), DA-ARO(D)-31-124-G726
Project Number(s):
NR-342-022
Monitor Series:
2025:17
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*STATISTICAL ANALYSIS, *SAMPLING), FOURIER ANALYSIS
Field(s)/Group(s):
Statistics and Probability
Report Date:
1966 Jun 03